As we saw in episode 7 of the second season, when Lake tries to leave with Jessie through the portal, a force field prevents her from exiting. To better understand, when I discuss my theory, I'll mention some other scenes to provide context. As you saw in the final episode of the second season, when Lake and Jessie try to leave together, two portals form and then merge, allowing them both to exit the train through the same portal. At the end of the fourth season, when Min and Ryan's numbers hit zero, two portals form and merge, allowing them to exit through the same portal, just like Lake and Jessie's.
You might think that Lake couldn't leave because she was essentially a Denizen and not human (besides not having an obvious number), but what if I told you that's not the main reason? And it's not so much connected to her being a Denizen? Have you ever thought about what would happen in the scene at the end of the fourth season, where Min's number hits zero and she doesn't want to leave the train without Ryan? Why didn't Ryan try to leave through the same portal with Min? Here's my theory: it doesn't matter if you're a Denizen, human, or whatever, each portal is made for one person to exit, the owner of the number that hits zero. No human could escape through another person's portal. Another example: why didn't Amelia exit the train through Tulip's portal? She didn't even try (I feel like they wanted to conceal this fact I mention in my theory). But then, as soon as Lake "gets" a number, the train can generate a portal for her, which merges with Jesse's portal, allowing them to exit together.
In summary, the portal doesn't block Denizens from passing just because they are Denizens. It doesn't let anyone exit, only the person who managed to get their number to zero, even if they were human. Now, if Denizens can't somehow get a number through that giant machine with the green laser that prints numbers, then I don't know. But I think it involves the tapes, just like the portal only allows passage for those who manage to get to zero. The machine only "prints" the number on the hand of whoever the tape belongs to that was placed in that machine. It's also never shown what would happen if those little robots that print the "video tape" from people's heads were put on a Denizen. Maybe by generating the tape and putting it in the machine, it can create a number for the Denizen.
I hope I managed to explain well what I wanted to say about the theory. Well, if you found a hole in the theory, you can tell me to understand better.